COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   262,114:   118,943     16,378     23,622    103,584    214,006    246,149    254,006:    15,965      8,108
Old  :   132,262:    82,755     30,955      2,476     35,683     94,298    120,914    127,729:    11,348      4,533
Other:   129,852:    55,523      4,758      1,811     67,901    119,708    125,235    126,277:     4,617      3,575
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :      -964:     5,525         25       -408     -5,742      1,260       -625        877:      -339     -1,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        6.2        9.0       39.5       81.6       93.9       96.9:       6.1        3.1
Old  :     100.0:      62.6       23.4        1.9       27.0       71.3       91.4       96.6:       8.6        3.4
Other:     100.0:      42.8        3.7        1.4       52.3       92.2       96.4       97.2:       3.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:       158         49         76         54         77        242        179:
Old  :       284:       127         67         22         32         62        170        140:
Other:       201:        97         25         19         46         60        147        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       33.4       24.0       45.6       16.5       31.3       23.5       43.4
Old  :                 15.1       33.6       24.8       46.1       14.8       33.4       24.4       45.9
Other:                 22.8       36.5       34.2       50.9       22.8       32.9       34.1       46.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,920:     2,696      3,427        137      8,193      8,083     11,026     11,647:     1,894      1,273
Old  :    12,769:     2,690      3,427        115      8,164      7,960     10,969     11,502:     1,800      1,267
Other:       151:        25         19          3         29        123         57        145:        94          6
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :      -501:       233       -763        -61       -627        490       -455       -334:       -46       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       26.5        1.1       63.4       62.6       85.3       90.1:      14.7        9.9
Old  :     100.0:      21.1       26.8        0.9       63.9       62.3       85.9       90.1:      14.1        9.9
Other:     100.0:      16.6       12.6        2.0       19.2       81.5       37.7       96.0:      62.3        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        18         14          4         23          8         42         25:
Old  :        57:        18         14          2         22          8         41         23:
Other:         7:         2          2          2          2          2          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.1       62.5       54.5       80.5       40.1       61.4       54.5       79.3
Old  :                 40.4       62.3       54.9       80.4       40.4       61.2       54.9       79.3
Other:                 36.4       95.4       37.7       96.0       32.5       90.7       32.5       90.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   291,420:   111,430     56,448     56,989    109,165    169,324    277,584    282,761:    13,836      8,659
Old  :   190,310:   103,040     62,430     26,318     50,046     94,120    179,404    182,868:    10,906      7,442
Other:   101,110:    27,284     12,912     11,777     59,119     75,204     98,180     99,893:     2,930      1,217
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :    11,692:     5,904        629      5,125        631      5,931     11,660     11,685:        32          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       19.4       19.6       37.5       58.1       95.3       97.0:       4.7        3.0
Old  :     100.0:      54.1       32.8       13.8       26.3       49.5       94.3       96.1:       5.7        3.9
Other:     100.0:      27.0       12.8       11.6       58.5       74.4       97.1       98.8:       2.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       119         66         72         54         49        219        156:
Old  :       258:       116         74         49         44         44        189        140:
Other:       125:        51         22         20         37         31         96         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       24.2       25.7       39.0       10.4       19.9       17.4       31.8
Old  :                 13.0       23.5       23.3       41.5       13.0       21.1       22.9       38.1
Other:                 32.9       32.7       50.8       52.6       29.9       26.2       41.2       40.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,010,242:   219,642    333,878    169,707    536,277    423,526    925,626    927,111:    84,616     83,131
Old  : 1,010,242:   219,642    333,878    169,707    536,277    423,526    925,626    927,111:    84,616     83,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :   -11,334:    10,479     10,679     -5,158    -20,052    -16,567    -14,731    -11,046:     3,397       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       33.0       16.8       53.1       41.9       91.6       91.8:       8.4        8.2
Old  :     100.0:      21.7       33.0       16.8       53.1       41.9       91.6       91.8:       8.4        8.2
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  :       272:        71         88         81         87         79        206        211:
Old  :       272:        71         88         81         87         79        206        211:
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  :                 12.8       18.9       22.2       30.4       10.9       13.4       19.1       20.8
Old  :                 12.8       18.9       22.2       30.4       10.9       13.4       19.1       20.8
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 - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   255,967:    62,130    106,789     50,745    128,083     90,074    240,958    247,608:    15,009      8,359
Old  :   200,209:    64,174    103,554     33,157     90,603     56,380    187,934    193,091:    12,275      7,118
Other:    55,758:    11,534     16,813      4,010     37,480     33,694     53,024     54,517:     2,734      1,241
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :   -12,630:    -1,598    -11,793       -579     -6,806       -483     -8,983    -12,855:    -3,647        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       41.7       19.8       50.0       35.2       94.1       96.7:       5.9        3.3
Old  :     100.0:      32.1       51.7       16.6       45.3       28.2       93.9       96.4:       6.1        3.6
Other:     100.0:      20.7       30.2        7.2       67.2       60.4       95.1       97.8:       4.9        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       493:       170        139        115        147        116        381        323:
Old  :       480:       177        136         84        134         96        352        277:
Other:       249:        55         55         26        114         74        187        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       14.4       21.8       25.4        9.4       12.8       15.7       20.5
Old  :                 14.2       16.4       22.2       27.2       10.9       16.0       17.6       25.9
Other:                 19.4       25.4       30.2       40.9       14.2       20.1       19.8       33.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    32,114:    21,914     23,695      1,681      1,695      4,690     25,290     30,066:     6,824      2,048
Old  :    32,114:    21,914     23,695      1,681      1,695      4,690     25,290     30,066:     6,824      2,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :    -2,495:    -1,364     -1,998       -143     -1,468         68     -2,975     -2,073:       480       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       73.8        5.2        5.3       14.6       78.8       93.6:      21.2        6.4
Old  :     100.0:      68.2       73.8        5.2        5.3       14.6       78.8       93.6:      21.2        6.4
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:        79         48         14          9          5         94         62:
Old  :       140:        79         48         14          9          5         94         62:
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  :                 29.4       42.7       39.2       59.1       27.8       42.7       37.6       59.1
Old  :                 29.4       42.7       39.2       59.1       27.8       42.7       37.6       59.1
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 - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,127:     1,375      1,196          0      4,742      4,867      6,117      6,063:     4,010      4,064
Old  :    10,127:     1,375      1,196          0      4,742      4,867      6,117      6,063:     4,010      4,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :       430:        22        279          0        548        424        570        703:      -140       -273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       11.8        0.0       46.8       48.1       60.4       59.9:      39.6       40.1
Old  :     100.0:      13.6       11.8        0.0       46.8       48.1       60.4       59.9:      39.6       40.1
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  :        23:         4          2          0         13          7         17          9:
Old  :        23:         4          2          0         13          7         17          9:
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  :                 22.0       44.7       37.3       57.4       22.0       38.4       37.1       50.8
Old  :                 22.0       44.7       37.3       57.4       22.0       38.4       37.1       50.8
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 - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   290,254:    51,436      9,952      1,991    226,995    273,300    280,422    285,243:     9,832      5,011
Old  :   290,254:    51,436      9,952      1,991    226,995    273,300    280,422    285,243:     9,832      5,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :    10,941:     4,811        516        547      5,123      8,596     10,481      9,659:       460      1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        3.4        0.7       78.2       94.2       96.6       98.3:       3.4        1.7
Old  :     100.0:      17.7        3.4        0.7       78.2       94.2       96.6       98.3:       3.4        1.7
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  :       157:        35         13          7         75         59        112         77:
Old  :       157:        35         13          7         75         59        112         77:
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  :                 29.2       47.4       43.0       64.1       27.1       46.6       40.8       63.1
Old  :                 29.2       47.4       43.0       64.1       27.1       46.6       40.8       63.1
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 - Futures Only, April 24, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,102,959:   268,295     82,571     18,241    779,465    987,183  1,066,001  1,087,995:    36,958     14,964
Old  : 1,102,959:   268,295     82,571     18,241    779,465    987,183  1,066,001  1,087,995:    36,958     14,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2018                       :
     :     7,209:    -7,652    -13,045        185     15,179     18,564      7,712      5,704:      -503      1,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.5        1.7       70.7       89.5       96.6       98.6:       3.4        1.4
Old  :     100.0:      24.3        7.5        1.7       70.7       89.5       96.6       98.6:       3.4        1.4
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  :       390:       140         48         29        164         99        315        165:
Old  :       390:       140         48         29        164         99        315        165:
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  :                 18.9       50.6       32.7       66.2       17.6       50.5       29.7       66.1
Old  :                 18.9       50.6       32.7       66.2       17.6       50.5       29.7       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 27, 2018