COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 15, 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  :   282,944:   124,976     15,051     27,923    110,588    229,858    263,487    272,832:    19,457     10,112
Old  :   130,975:    80,654     30,407      3,784     34,052     91,513    118,490    125,704:    12,485      5,271
Other:   151,969:    65,544      5,866      2,917     76,536    138,345    144,997    147,128:     6,972      4,841
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    -3,457:    -6,983      1,455      2,115      1,146     -8,292     -3,722     -4,722:       265      1,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2        5.3        9.9       39.1       81.2       93.1       96.4:       6.9        3.6
Old  :     100.0:      61.6       23.2        2.9       26.0       69.9       90.5       96.0:       9.5        4.0
Other:     100.0:      43.1        3.9        1.9       50.4       91.0       95.4       96.8:       4.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       171         41         71         60         76        258        166:
Old  :       281:       137         54         17         38         58        181        123:
Other:       219:       106         28         22         49         65        163        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       34.9       23.4       47.0       16.3       32.0       22.9       43.8
Old  :                 16.5       39.2       27.3       51.1       16.3       37.8       26.9       49.8
Other:                 22.5       33.4       32.7       49.8       22.5       29.3       32.7       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 15, 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  :    15,149:     4,859      1,566        347      6,924     11,786     12,130     13,699:     3,019      1,450
Old  :    14,928:     4,859      1,525        344      6,814     11,639     12,017     13,508:     2,911      1,420
Other:       221:         2         43          1        110        147        113        191:       108         30
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :     1,868:     1,403         89         53        141      1,389      1,597      1,531:       271        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       10.3        2.3       45.7       77.8       80.1       90.4:      19.9        9.6
Old  :     100.0:      32.5       10.2        2.3       45.6       78.0       80.5       90.5:      19.5        9.5
Other:     100.0:       0.9       19.5        0.5       49.8       66.5       51.1       86.4:      48.9       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        26         10          6         20         14         50         26:
Old  :        63:        26         10          6         19         14         49         26:
Other:        10:         1          3          1          4          3          5          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.1       59.5       49.3       78.1       36.1       58.7       49.3       76.4
Old  :                 36.2       59.5       49.4       78.4       36.2       58.8       49.4       76.6
Other:                 50.7       78.7       51.1       86.4       50.2       78.3       50.2       85.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 15, 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  :   305,050:   113,496     56,109     59,686    117,427    179,947    290,609    295,742:    14,441      9,308
Old  :   185,142:   103,333     64,899     26,674     44,712     86,535    174,719    178,108:    10,423      7,034
Other:   119,908:    34,086     15,133      9,089     72,715     93,412    115,890    117,634:     4,018      2,274
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :      -163:    -1,981     -5,420      1,428      1,143      3,961        590        -31:      -753       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       18.4       19.6       38.5       59.0       95.3       96.9:       4.7        3.1
Old  :     100.0:      55.8       35.1       14.4       24.2       46.7       94.4       96.2:       5.6        3.8
Other:     100.0:      28.4       12.6        7.6       60.6       77.9       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:       105         68         72         54         49        205        152:
Old  :       242:       104         70         51         45         44        180        137:
Other:       130:        45         29         22         42         31        101         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       24.7       26.8       39.6       12.1       20.2       18.9       30.8
Old  :                 16.5       24.4       26.8       40.3       16.4       21.3       26.3       35.4
Other:                 32.4       34.3       49.3       52.9       32.4       28.8       43.1       42.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 15, 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  : 1,028,716:   236,742    325,053    199,625    511,150    427,445    947,517    952,123:    81,199     76,593
Old  : 1,028,716:   236,742    325,053    199,625    511,150    427,445    947,517    952,123:    81,199     76,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    28,649:     6,041     -1,253     10,022     10,344     21,637     26,407     30,406:     2,242     -1,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       31.6       19.4       49.7       41.6       92.1       92.6:       7.9        7.4
Old  :     100.0:      23.0       31.6       19.4       49.7       41.6       92.1       92.6:       7.9        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  :       282:        79         89         91         83         76        212        218:
Old  :       282:        79         89         91         83         76        212        218:
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  :                 13.0       16.4       22.3       27.0       10.7       13.0       19.0       21.7
Old  :                 13.0       16.4       22.3       27.0       10.7       13.0       19.0       21.7
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, May 15, 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  :   257,849:    59,858     94,376     56,861    124,983     98,567    241,702    249,804:    16,147      8,045
Old  :   188,633:    65,691     92,655     32,262     77,509     56,956    175,462    181,873:    13,171      6,760
Other:    69,216:    14,818     22,372      3,948     47,474     41,611     66,240     67,931:     2,976      1,285
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    15,419:     1,260      7,814      6,623      5,893        850     13,776     15,287:     1,643        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       36.6       22.1       48.5       38.2       93.7       96.9:       6.3        3.1
Old  :     100.0:      34.8       49.1       17.1       41.1       30.2       93.0       96.4:       7.0        3.6
Other:     100.0:      21.4       32.3        5.7       68.6       60.1       95.7       98.1:       4.3        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       500:       163        144        118        151        124        383        340:
Old  :       485:       165        145         79        133         96        343        282:
Other:       267:        60         59         26        123         83        200        157:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       20.5       23.9        8.9       11.7       14.5       18.6
Old  :                 15.0       16.2       22.5       27.1       11.8       16.2       18.0       25.4
Other:                 16.8       25.6       27.8       39.9       15.0       21.2       21.9       32.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 15, 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  :    40,239:    28,694     28,676      1,964      2,944      7,629     33,602     38,269:     6,637      1,970
Old  :    40,239:    28,694     28,676      1,964      2,944      7,629     33,602     38,269:     6,637      1,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :     2,915:     2,636      2,069         77        116        816      2,829      2,962:        86        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3       71.3        4.9        7.3       19.0       83.5       95.1:      16.5        4.9
Old  :     100.0:      71.3       71.3        4.9        7.3       19.0       83.5       95.1:      16.5        4.9
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  :       140:        91         36         14          9          6        110         47:
Old  :       140:        91         36         14          9          6        110         47:
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  :                 26.5       49.7       35.4       76.2       24.6       47.9       33.5       74.1
Old  :                 26.5       49.7       35.4       76.2       24.6       47.9       33.5       74.1
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, May 15, 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  :    10,592:     2,408        707          0      4,364      5,797      6,772      6,504:     3,820      4,088
Old  :    10,592:     2,408        707          0      4,364      5,797      6,772      6,504:     3,820      4,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :       178:        86       -495          0       -245        284       -159       -211:       337        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.7        0.0       41.2       54.7       63.9       61.4:      36.1       38.6
Old  :     100.0:      22.7        6.7        0.0       41.2       54.7       63.9       61.4:      36.1       38.6
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  :        25:         6          1          0         14          7         20          8:
Old  :        25:         6          1          0         14          7         20          8:
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  :                 21.7       46.3       37.7       61.4       21.7       44.2       37.7       59.1
Old  :                 21.7       46.3       37.7       61.4       21.7       44.2       37.7       59.1
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 - Futures Only, May 15, 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  :   311,850:    61,124     10,603      1,489    238,295    295,184    300,908    307,276:    10,942      4,574
Old  :   311,850:    61,124     10,603      1,489    238,295    295,184    300,908    307,276:    10,942      4,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    16,970:     4,125      4,832        -65     13,441     12,103     17,501     16,870:      -531        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.4        0.5       76.4       94.7       96.5       98.5:       3.5        1.5
Old  :     100.0:      19.6        3.4        0.5       76.4       94.7       96.5       98.5:       3.5        1.5
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  :       161:        37         13          6         76         62        113         81:
Old  :       161:        37         13          6         76         62        113         81:
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  :                 27.0       45.6       40.9       64.5       24.6       44.9       38.0       63.5
Old  :                 27.0       45.6       40.9       64.5       24.6       44.9       38.0       63.5
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, May 15, 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  : 1,045,673:   236,248     81,613     19,963    750,506    925,333  1,006,717  1,026,909:    38,956     18,764
Old  : 1,045,673:   236,248     81,613     19,963    750,506    925,333  1,006,717  1,026,909:    38,956     18,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :   -27,888:    -7,417      4,433        364    -22,067    -35,857    -29,120    -31,060:     1,232      3,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        7.8        1.9       71.8       88.5       96.3       98.2:       3.7        1.8
Old  :     100.0:      22.6        7.8        1.9       71.8       88.5       96.3       98.2:       3.7        1.8
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  :       390:       131         51         29        165        104        308        172:
Old  :       390:       131         51         29        165        104        308        172:
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  :                 18.7       51.5       32.0       65.1       17.0       51.5       27.7       64.6
Old  :                 18.7       51.5       32.0       65.1       17.0       51.5       27.7       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 18, 2018