COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 29, 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  :   306,930:   136,157     15,701     32,590    116,537    249,456    285,284    297,747:    21,646      9,183
Old  :   112,676:    64,808     29,483      4,508     32,560     73,942    101,876    107,933:    10,800      4,743
Other:   194,254:    94,953      9,822      4,478     83,977    175,514    183,408    189,814:    10,846      4,440
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     9,790:     4,131      2,069        -49      5,872      8,435      9,954     10,455:      -164       -665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        5.1       10.6       38.0       81.3       92.9       97.0:       7.1        3.0
Old  :     100.0:      57.5       26.2        4.0       28.9       65.6       90.4       95.8:       9.6        4.2
Other:     100.0:      48.9        5.1        2.3       43.2       90.4       94.4       97.7:       5.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       185         51         88         62         80        288        189:
Old  :       281:       124         70         22         34         61        169        142:
Other:       269:       146         35         31         50         67        211        120:
     :----------------------------------------------------------------------------------------------------
     :             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       35.2       21.1       47.1       14.3       32.5       20.1       44.3
Old  :                 18.5       38.2       30.1       49.1       18.2       37.9       29.6       48.8
Other:                 18.2       34.8       27.0       50.7       18.2       31.4       26.8       46.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 29, 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  :    17,051:     6,472      1,980        439      6,901     13,208     13,812     15,627:     3,239      1,424
Old  :    16,754:     6,472      1,854        430      6,722     13,065     13,624     15,349:     3,130      1,405
Other:       297:         8        134          1        179        143        188        278:       109         19
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :       765:       699        132         23         51        486        773        641:        -8        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       11.6        2.6       40.5       77.5       81.0       91.6:      19.0        8.4
Old  :     100.0:      38.6       11.1        2.6       40.1       78.0       81.3       91.6:      18.7        8.4
Other:     100.0:       2.7       45.1        0.3       60.3       48.1       63.3       93.6:      36.7        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        30         14          8         17         14         53         31:
Old  :        69:        30         13          8         16         14         52         30:
Other:        11:         1          4          1          4          3          5          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.8       57.9       45.3       77.2       33.8       56.4       45.3       73.3
Old  :                 34.0       58.2       45.5       77.9       34.0       56.8       45.5       74.0
Other:                 62.6       81.5       63.3       93.6       62.3       80.8       62.3       92.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 29, 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  :   305,547:   101,969     45,851     54,807    134,068    195,991    290,844    296,649:    14,703      8,898
Old  :   180,728:    89,967     54,175     22,262     57,866     97,645    170,095    174,082:    10,633      6,646
Other:   124,819:    35,350     15,024      9,197     76,202     98,346    120,749    122,567:     4,070      2,252
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     4,320:    -3,241     -3,603       -286      8,927      9,555      5,400      5,666:    -1,080     -1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       15.0       17.9       43.9       64.1       95.2       97.1:       4.8        2.9
Old  :     100.0:      49.8       30.0       12.3       32.0       54.0       94.1       96.3:       5.9        3.7
Other:     100.0:      28.3       12.0        7.4       61.1       78.8       96.7       98.2:       3.3        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       103         70         80         54         50        206        166:
Old  :       247:        99         76         56         47         46        177        153:
Other:       136:        47         31         25         43         31        106         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       25.6       27.2       39.4       11.3       19.5       18.2       29.7
Old  :                 15.6       24.7       26.0       41.0       15.1       22.4       25.1       35.6
Other:                 33.6       34.9       49.5       53.7       33.6       29.0       46.1       43.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 29, 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  : 1,006,973:   249,092    260,310    165,329    514,433    514,899    928,854    940,538:    78,119     66,435
Old  : 1,006,973:   249,092    260,310    165,329    514,433    514,899    928,854    940,538:    78,119     66,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :   -25,730:    -2,819    -37,255    -19,939      2,443     38,103    -20,315    -19,091:    -5,415     -6,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       25.9       16.4       51.1       51.1       92.2       93.4:       7.8        6.6
Old  :     100.0:      24.7       25.9       16.4       51.1       51.1       92.2       93.4:       7.8        6.6
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  :       274:        78         83         91         86         82        219        211:
Old  :       274:        78         83         91         86         82        219        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  :                 12.3       18.7       20.8       28.8       11.2       16.3       18.9       24.3
Old  :                 12.3       18.7       20.8       28.8       11.2       16.3       18.9       24.3
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 29, 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  :   266,993:    61,641     89,920     65,470    124,269    103,483    251,380    258,873:    15,613      8,120
Old  :   191,277:    66,762     87,258     38,072     74,123     59,159    178,957    184,489:    12,320      6,788
Other:    75,716:    16,144     23,927      6,133     50,146     44,324     72,423     74,384:     3,293      1,332
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     1,408:       160     -2,618      1,496        442      2,456      2,098      1,334:      -690         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       33.7       24.5       46.5       38.8       94.2       97.0:       5.8        3.0
Old  :     100.0:      34.9       45.6       19.9       38.8       30.9       93.6       96.5:       6.4        3.5
Other:     100.0:      21.3       31.6        8.1       66.2       58.5       95.7       98.2:       4.3        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       487:       164        131        128        147        128        387        336:
Old  :       470:       171        126         84        124        105        341        277:
Other:       278:        66         63         30        122         83        210        161:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       20.5       24.5        8.6       11.6       14.2       18.5
Old  :                 15.4       16.8       23.7       28.0       11.7       16.5       18.3       25.4
Other:                 18.0       26.2       28.1       42.0       16.4       21.1       22.7       32.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 29, 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  :    45,941:    34,414     30,490      2,192      1,999     10,003     38,605     42,685:     7,336      3,256
Old  :    45,941:    34,414     30,490      2,192      1,999     10,003     38,605     42,685:     7,336      3,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     3,876:     4,003      2,665       -488       -319        668      3,196      2,845:       680      1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.9       66.4        4.8        4.4       21.8       84.0       92.9:      16.0        7.1
Old  :     100.0:      74.9       66.4        4.8        4.4       21.8       84.0       92.9:      16.0        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  :       140:        89         37         13          5          8        102         52:
Old  :       140:        89         37         13          5          8        102         52:
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  :                 30.9       46.3       40.3       72.4       28.2       46.2       37.5       72.0
Old  :                 30.9       46.3       40.3       72.4       28.2       46.2       37.5       72.0
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 29, 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  :    10,707:     2,514        875          0      4,342      5,261      6,856      6,136:     3,851      4,571
Old  :    10,707:     2,514        875          0      4,342      5,261      6,856      6,136:     3,851      4,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :        -7:        26       -231          0         47       -140         73       -371:       -80        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        8.2        0.0       40.6       49.1       64.0       57.3:      36.0       42.7
Old  :     100.0:      23.5        8.2        0.0       40.6       49.1       64.0       57.3:      36.0       42.7
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  :        24:         5          1          0         14          7         19          8:
Old  :        24:         5          1          0         14          7         19          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  :                 22.5       45.1       39.3       57.3       22.5       42.3       39.3       54.2
Old  :                 22.5       45.1       39.3       57.3       22.5       42.3       39.3       54.2
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 29, 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  :   315,843:    59,970     13,753      1,868    243,795    295,202    305,633    310,823:    10,210      5,020
Old  :   315,843:    59,970     13,753      1,868    243,795    295,202    305,633    310,823:    10,210      5,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     4,000:    -3,111      2,921        130      7,364        -90      4,383      2,961:      -383      1,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        4.4        0.6       77.2       93.5       96.8       98.4:       3.2        1.6
Old  :     100.0:      19.0        4.4        0.6       77.2       93.5       96.8       98.4:       3.2        1.6
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  :       168:        38         16          9         83         59        122         83:
Old  :       168:        38         16          9         83         59        122         83:
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  :                 25.8       46.2       39.4       64.6       23.4       45.4       36.2       63.5
Old  :                 25.8       46.2       39.4       64.6       23.4       45.4       36.2       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 29, 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  : 1,029,204:   248,308     83,200     20,482    725,191    906,469    993,981  1,010,151:    35,223     19,053
Old  : 1,029,204:   248,308     83,200     20,482    725,191    906,469    993,981  1,010,151:    35,223     19,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :   -13,679:     2,908      1,603       -190    -12,490    -15,375     -9,772    -13,962:    -3,907        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        8.1        2.0       70.5       88.1       96.6       98.1:       3.4        1.9
Old  :     100.0:      24.1        8.1        2.0       70.5       88.1       96.6       98.1:       3.4        1.9
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  :       403:       134         57         33        167        107        317        181:
Old  :       403:       134         57         33        167        107        317        181:
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  :                 16.4       51.1       29.2       63.6       14.3       51.0       24.9       63.0
Old  :                 16.4       51.1       29.2       63.6       14.3       51.0       24.9       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 1, 2018