COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      272,367
COMMITMENTS
 115,430   14,804   31,374  107,889  215,365  254,693  261,543   17,674   10,824

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        142)
  -2,742    1,961    1,790    1,804   -3,834      852      -83     -710      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4      5.4     11.5     39.6     79.1     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     156       41       86       63       76      250      180                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,591
COMMITMENTS
   2,420    3,902      177    8,393    6,749   10,990   10,828    1,601    1,763

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        377)
     212      224        7       11       72      230      303      147       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     31.0      1.4     66.7     53.6     87.3     86.0     12.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       13        4       23        6       38       22                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      302,484
COMMITMENTS
  96,408   55,684   60,020  128,832  175,124  285,260  290,828   17,224   11,656

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,718)
     -33     -791   -1,173    2,605    2,460    1,399      496      319    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     18.4     19.8     42.6     57.9     94.3     96.1      5.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
     113       66       76       59       48      217      154                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      945,319
COMMITMENTS
 189,751  305,907  149,888  523,306  407,979  862,945  863,774   82,374   81,545

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     37,288)
   7,378    9,180    9,340   21,196   18,281   37,914   36,801     -626      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     32.4     15.9     55.4     43.2     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      71       85       83       83       71      202      201                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      265,236
COMMITMENTS
  60,222  102,855   57,895  130,210   96,475  248,327  257,225   16,909    8,011

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     12,657)
     352    2,957    3,256    8,607    4,532   12,215   10,745      442    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     38.8     21.8     49.1     36.4     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
     178      136      113      152      120      391      325                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,866
COMMITMENTS
  20,950   21,014    1,756    1,098    4,703   23,804   27,473    6,062    2,393

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -6,054)
  -1,542     -631   -3,001   -1,086   -1,704   -5,629   -5,336     -425     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     70.4      5.9      3.7     15.7     79.7     92.0     20.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      72       50       10        6        6       84       60                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:        7,688
COMMITMENTS
   1,388      982        0    2,515    2,780    3,903    3,762    3,785    3,926

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -19,900)
  -3,413       72     -258  -15,029  -18,706  -18,700  -18,892   -1,200   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     12.8      0.0     32.7     36.2     50.8     48.9     49.2     51.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        0       10        6       15        9                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      273,290
COMMITMENTS
  42,210    8,028    1,258  220,355  256,358  263,823  265,644    9,467    7,646

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -49,048)
     135   -3,928   -2,012  -46,382  -45,638  -48,259  -51,578     -789    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.9      0.5     80.6     93.8     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      29       11        5       77       59      107       74                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,066,307
COMMITMENTS
 263,738   96,599   20,037  742,079  934,030  1025854  1050666   40,453   15,641

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:   -109,002)
 -10,861  -15,973  -11,455  -77,799  -72,294 -100,115  -99,722   -8,887   -9,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      9.1      1.9     69.6     87.6     96.2     98.5      3.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     142       40       27      165       92      317      149                  



Updated March 23, 2018