COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 05, 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  :   320,545:   140,421     14,022     37,422    120,301    259,408    298,144    310,852:    22,401      9,693
Old  :    92,848:    51,862     29,059      4,065     27,287     55,596     83,214     88,720:     9,634      4,128
Other:   227,697:   115,753     12,157      6,163     93,014    203,812    214,930    222,132:    12,767      5,565
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    13,615:     4,264     -1,679      4,832      3,764      9,952     12,860     13,105:       755        510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        4.4       11.7       37.5       80.9       93.0       97.0:       7.0        3.0
Old  :     100.0:      55.9       31.3        4.4       29.4       59.9       89.6       95.6:      10.4        4.4
Other:     100.0:      50.8        5.3        2.7       40.8       89.5       94.4       97.6:       5.6        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       178         51         87         64         82        282        191:
Old  :       238:        96         60         20         33         58        137        130:
Other:       295:       159         41         38         56         74        233        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       33.0       22.1       45.2       14.8       30.3       20.3       41.8
Old  :                 21.9       26.8       33.0       39.6       21.3       26.8       31.1       39.6
Other:                 17.9       37.0       26.0       52.0       17.8       33.4       25.7       48.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 05, 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  :    16,852:     6,266      1,732        506      7,001     13,159     13,773     15,397:     3,079      1,455
Old  :    16,552:     6,265      1,630        497      6,822     13,010     13,584     15,137:     2,968      1,415
Other:       300:         9        110          1        179        149        189        260:       111         40
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :      -199:      -206       -248         67        100        -49        -39       -230:      -160         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       10.3        3.0       41.5       78.1       81.7       91.4:      18.3        8.6
Old  :     100.0:      37.9        9.8        3.0       41.2       78.6       82.1       91.5:      17.9        8.5
Other:     100.0:       3.0       36.7        0.3       59.7       49.7       63.0       86.7:      37.0       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        30         11          9         18         13         54         29:
Old  :        66:        30         10          9         17         13         53         28:
Other:        12:         2          4          1          4          3          6          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  :                 34.7       56.0       47.5       78.5       34.7       55.3       46.5       74.2
Old  :                 34.9       56.2       47.8       79.1       34.9       55.6       46.8       74.8
Other:                 62.0       74.7       63.0       86.7       61.7       74.0       62.0       85.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 05, 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  :   299,350:    93,967     42,274     46,842    144,593    202,053    285,402    291,169:    13,948      8,181
Old  :   162,254:    75,432     45,845     18,396     58,142     92,499    151,970    156,740:    10,284      5,514
Other:   137,096:    39,657     17,551      7,324     86,451    109,554    133,432    134,429:     3,664      2,667
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -6,197:    -8,002     -3,577     -7,965     10,525      6,062     -5,442     -5,480:      -755       -717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       14.1       15.6       48.3       67.5       95.3       97.3:       4.7        2.7
Old  :     100.0:      46.5       28.3       11.3       35.8       57.0       93.7       96.6:       6.3        3.4
Other:     100.0:      28.9       12.8        5.3       63.1       79.9       97.3       98.1:       2.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        96         61         78         59         50        203        156:
Old  :       230:        95         66         36         47         45        161        130:
Other:       147:        48         38         26         48         33        115         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       27.7       29.1       43.4       13.1       20.6       20.1       31.4
Old  :                 16.3       28.1       27.8       47.7       14.8       23.5       25.3       40.0
Other:                 31.2       36.1       50.5       55.6       31.2       29.5       45.6       43.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 05, 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  :   997,686:   244,496    218,282    173,583    502,021    541,968    920,100    933,833:    77,586     63,853
Old  :   997,686:   244,496    218,282    173,583    502,021    541,968    920,100    933,833:    77,586     63,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -9,287:    -4,596    -42,028      8,254    -12,412     27,069     -8,754     -6,705:      -533     -2,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       21.9       17.4       50.3       54.3       92.2       93.6:       7.8        6.4
Old  :     100.0:      24.5       21.9       17.4       50.3       54.3       92.2       93.6:       7.8        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        76         76         93         83         86        213        212:
Old  :       267:        76         76         93         83         86        213        212:
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  :                 12.2       19.8       20.6       29.6       11.0       17.7       18.2       25.0
Old  :                 12.2       19.8       20.6       29.6       11.0       17.7       18.2       25.0
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, June 05, 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  :   265,867:    60,809     82,475     60,785    128,836    113,883    250,430    257,143:    15,437      8,724
Old  :   182,459:    68,046     79,858     30,554     71,844     64,750    170,444    175,162:    12,015      7,297
Other:    83,408:    17,046     26,900      5,948     56,992     49,133     79,986     81,981:     3,422      1,427
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -1,126:      -832     -7,445     -4,685      4,567     10,400       -950     -1,730:      -176        604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       31.0       22.9       48.5       42.8       94.2       96.7:       5.8        3.3
Old  :     100.0:      37.3       43.8       16.7       39.4       35.5       93.4       96.0:       6.6        4.0
Other:     100.0:      20.4       32.3        7.1       68.3       58.9       95.9       98.3:       4.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       484:       154        142        132        149        124        378        345:
Old  :       465:       156        137         90        121        105        327        290:
Other:       278:        60         66         32        124         81        206        165:
     :----------------------------------------------------------------------------------------------------
     :             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       14.1       21.5       23.6        8.8       10.8       14.6       17.6
Old  :                 14.7       16.3       23.8       26.3       14.5       16.2       21.5       24.5
Other:                 21.6       28.4       32.1       42.1       20.8       24.8       28.3       35.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 05, 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  :    44,949:    33,841     29,427      2,155      1,587     10,979     37,583     42,561:     7,366      2,388
Old  :    44,949:    33,841     29,427      2,155      1,587     10,979     37,583     42,561:     7,366      2,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :      -992:      -573     -1,063        -37       -412        976     -1,022       -124:        30       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3       65.5        4.8        3.5       24.4       83.6       94.7:      16.4        5.3
Old  :     100.0:      75.3       65.5        4.8        3.5       24.4       83.6       94.7:      16.4        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  :       133:        79         37         14          6          8         96         52:
Old  :       133:        79         37         14          6          8         96         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  :                 31.4       48.9       42.0       74.6       29.4       48.3       39.9       73.9
Old  :                 31.4       48.9       42.0       74.6       29.4       48.3       39.9       73.9
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, June 05, 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  :    10,450:     2,299        734          0      4,399      5,334      6,698      6,068:     3,752      4,382
Old  :    10,450:     2,299        734          0      4,399      5,334      6,698      6,068:     3,752      4,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :      -257:      -215       -141          0         57         73       -158        -68:       -99       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        7.0        0.0       42.1       51.0       64.1       58.1:      35.9       41.9
Old  :     100.0:      22.0        7.0        0.0       42.1       51.0       64.1       58.1:      35.9       41.9
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  :        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  :                 22.1       45.5       39.0       58.1       22.1       42.6       39.0       54.9
Old  :                 22.1       45.5       39.0       58.1       22.1       42.6       39.0       54.9
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, June 05, 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  :   309,896:    53,076     11,955      3,832    243,066    289,596    299,974    305,383:     9,922      4,513
Old  :   309,896:    53,076     11,955      3,832    243,066    289,596    299,974    305,383:     9,922      4,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -5,947:    -6,894     -1,798      1,964       -729     -5,606     -5,659     -5,440:      -288       -507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        3.9        1.2       78.4       93.4       96.8       98.5:       3.2        1.5
Old  :     100.0:      17.1        3.9        1.2       78.4       93.4       96.8       98.5:       3.2        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  :       158:        32         16          9         77         61        111         84:
Old  :       158:        32         16          9         77         61        111         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  :                 26.6       47.0       39.8       63.9       23.9       46.2       36.8       62.9
Old  :                 26.6       47.0       39.8       63.9       23.9       46.2       36.8       62.9
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, June 05, 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  : 1,014,354:   256,543     78,117     21,018    694,294    890,964    971,855    990,099:    42,499     24,255
Old  : 1,014,354:   256,543     78,117     21,018    694,294    890,964    971,855    990,099:    42,499     24,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :   -14,850:     8,235     -5,083        536    -30,897    -15,505    -22,126    -20,052:     7,276      5,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.7        2.1       68.4       87.8       95.8       97.6:       4.2        2.4
Old  :     100.0:      25.3        7.7        2.1       68.4       87.8       95.8       97.6:       4.2        2.4
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  :       403:       137         52         35        172        113        324        185:
Old  :       403:       137         52         35        172        113        324        185:
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  :                 16.6       50.1       28.5       62.2       13.8       50.1       23.7       61.5
Old  :                 16.6       50.1       28.5       62.2       13.8       50.1       23.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 8, 2018