COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 22, 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  :   297,140:   132,026     13,632     32,639    110,665    241,021    275,330    287,292:    21,810      9,848
Old  :   127,075:    79,239     31,046      3,441     32,222     87,681    114,902    122,168:    12,173      4,907
Other:   170,065:    76,773      6,572      5,212     78,443    153,340    160,428    165,124:     9,637      4,941
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :    14,196:     7,050     -1,419      4,716         77     11,163     11,843     14,460:     2,353       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        4.6       11.0       37.2       81.1       92.7       96.7:       7.3        3.3
Old  :     100.0:      62.4       24.4        2.7       25.4       69.0       90.4       96.1:       9.6        3.9
Other:     100.0:      45.1        3.9        3.1       46.1       90.2       94.3       97.1:       5.7        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       183         45         83         63         76        279        181:
Old  :       285:       131         63         22         37         59        178        134:
Other:       246:       124         33         26         53         64        189        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       35.6       21.4       47.6       14.8       33.3       20.9       45.0
Old  :                 17.0       40.2       28.6       50.7       16.8       39.6       28.4       50.2
Other:                 20.1       33.7       29.5       49.9       20.1       30.2       29.5       46.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 22, 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  :    16,286:     5,773      1,848        416      6,850     12,722     13,039     14,986:     3,247      1,300
Old  :    16,051:     5,773      1,791        411      6,726     12,575     12,910     14,777:     3,141      1,274
Other:       235:         4         61          1        124        147        129        209:       106         26
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :     1,137:       914        282         69        -74        936        909      1,287:       228       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       11.3        2.6       42.1       78.1       80.1       92.0:      19.9        8.0
Old  :     100.0:      36.0       11.2        2.6       41.9       78.3       80.4       92.1:      19.6        7.9
Other:     100.0:       1.7       26.0        0.4       52.8       62.6       54.9       88.9:      45.1       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        28         13          8         18         14         52         30:
Old  :        68:        28         13          8         17         14         51         30:
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  :                 34.3       59.4       46.7       77.6       34.3       58.5       46.7       75.2
Old  :                 34.3       59.5       46.7       77.9       34.3       58.6       46.7       75.4
Other:                 54.5       82.1       54.9       88.9       54.0       81.7       54.0       88.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 22, 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  :   301,227:   105,210     49,454     55,093    125,141    186,436    285,444    290,983:    15,783     10,244
Old  :   178,372:    93,845     58,884     21,888     51,167     89,755    166,900    170,527:    11,472      7,845
Other:   122,855:    34,596     13,801      9,974     73,974     96,681    118,544    120,456:     4,311      2,399
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :    -3,823:    -8,286     -6,655     -4,593      7,714      6,489     -5,165     -4,759:     1,342        936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       16.4       18.3       41.5       61.9       94.8       96.6:       5.2        3.4
Old  :     100.0:      52.6       33.0       12.3       28.7       50.3       93.6       95.6:       6.4        4.4
Other:     100.0:      28.2       11.2        8.1       60.2       78.7       96.5       98.0:       3.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       101         69         71         55         49        202        153:
Old  :       240:        99         73         48         46         45        174        139:
Other:       131:        45         29         22         42         31        101         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       25.0       26.9       39.0       11.8       20.3       18.8       30.4
Old  :                 16.9       23.7       27.6       38.2       15.9       22.6       26.1       35.0
Other:                 32.7       35.0       49.3       53.8       32.7       28.7       44.6       43.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 22, 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  : 1,032,703:   251,911    297,565    185,268    511,990    476,796    949,169    959,629:    83,534     73,074
Old  : 1,032,703:   251,911    297,565    185,268    511,990    476,796    949,169    959,629:    83,534     73,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :     3,987:    15,169    -27,488    -14,357        840     49,351      1,652      7,506:     2,335     -3,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       28.8       17.9       49.6       46.2       91.9       92.9:       8.1        7.1
Old  :     100.0:      24.4       28.8       17.9       49.6       46.2       91.9       92.9:       8.1        7.1
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  :       273:        81         80         93         83         76        216        210:
Old  :       273:        81         80         93         83         76        216        210:
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  :                 12.5       17.2       21.8       27.8       10.8       14.8       19.2       23.7
Old  :                 12.5       17.2       21.8       27.8       10.8       14.8       19.2       23.7
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 22, 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  :   265,585:    61,481     92,538     63,974    123,827    101,027    249,282    257,539:    16,303      8,046
Old  :   192,778:    66,051     89,880     38,688     75,156     57,772    179,895    186,340:    12,883      6,438
Other:    72,807:    15,824     23,052      4,892     48,671     43,255     69,387     71,199:     3,420      1,608
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :     7,736:     1,623     -1,838      7,113     -1,156      2,460      7,580      7,735:       156          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       34.8       24.1       46.6       38.0       93.9       97.0:       6.1        3.0
Old  :     100.0:      34.3       46.6       20.1       39.0       30.0       93.3       96.7:       6.7        3.3
Other:     100.0:      21.7       31.7        6.7       66.8       59.4       95.3       97.8:       4.7        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       157        128        131        149        126        385        333:
Old  :       466:       167        123         86        129        101        341        275:
Other:       272:        62         63         31        123         80        208        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  :                 12.7       14.6       20.2       24.6        8.6       12.0       14.2       19.0
Old  :                 15.1       16.9       23.3       28.2       11.7       16.9       18.0       26.2
Other:                 17.0       25.3       27.5       39.4       15.3       21.0       21.5       32.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 22, 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  :    42,065:    30,411     27,825      2,680      2,318      9,335     35,409     39,840:     6,656      2,225
Old  :    42,065:    30,411     27,825      2,680      2,318      9,335     35,409     39,840:     6,656      2,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :     1,826:     1,717       -851        716       -626      1,706      1,807      1,571:        19        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       66.1        6.4        5.5       22.2       84.2       94.7:      15.8        5.3
Old  :     100.0:      72.3       66.1        6.4        5.5       22.2       84.2       94.7:      15.8        5.3
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  :       142:        91         35         13          7          7        106         50:
Old  :       142:        91         35         13          7          7        106         50:
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  :                 29.1       46.5       39.1       71.9       25.8       46.4       35.1       71.1
Old  :                 29.1       46.5       39.1       71.9       25.8       46.4       35.1       71.1
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 22, 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  :    10,714:     2,488      1,106          0      4,295      5,401      6,783      6,507:     3,931      4,207
Old  :    10,714:     2,488      1,106          0      4,295      5,401      6,783      6,507:     3,931      4,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :       122:        80        399          0        -69       -396         11          3:       111        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       10.3        0.0       40.1       50.4       63.3       60.7:      36.7       39.3
Old  :     100.0:      23.2       10.3        0.0       40.1       50.4       63.3       60.7:      36.7       39.3
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  :        25:         5          2          0         14          7         19          9:
Old  :        25:         5          2          0         14          7         19          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  :                 21.7       46.4       38.3       58.7       21.7       44.1       38.3       56.2
Old  :                 21.7       46.4       38.3       58.7       21.7       44.1       38.3       56.2
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 22, 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  :   311,843:    63,081     10,832      1,738    236,431    295,292    301,250    307,862:    10,593      3,981
Old  :   311,843:    63,081     10,832      1,738    236,431    295,292    301,250    307,862:    10,593      3,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :        -7:     1,957        229        249     -1,864        108        342        586:      -349       -593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.5        0.6       75.8       94.7       96.6       98.7:       3.4        1.3
Old  :     100.0:      20.2        3.5        0.6       75.8       94.7       96.6       98.7:       3.4        1.3
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  :       166:        40         13          7         78         64        118         84:
Old  :       166:        40         13          7         78         64        118         84:
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  :                 26.0       46.7       39.7       66.0       23.6       46.0       36.5       64.9
Old  :                 26.0       46.7       39.7       66.0       23.6       46.0       36.5       64.9
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 22, 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  : 1,042,883:   245,400     81,597     20,672    737,681    921,844  1,003,753  1,024,113:    39,130     18,770
Old  : 1,042,883:   245,400     81,597     20,672    737,681    921,844  1,003,753  1,024,113:    39,130     18,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2018                         :
     :    -2,790:     9,152        -16        709    -12,825     -3,489     -2,964     -2,796:       174          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.8        2.0       70.7       88.4       96.2       98.2:       3.8        1.8
Old  :     100.0:      23.5        7.8        2.0       70.7       88.4       96.2       98.2:       3.8        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  :       400:       136         53         33        168        109        316        183:
Old  :       400:       136         53         33        168        109        316        183:
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  :                 16.2       50.5       29.9       63.4       14.6       50.5       25.7       63.0
Old  :                 16.2       50.5       29.9       63.4       14.6       50.5       25.7       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 25, 2018