COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      278,286
COMMITMENTS
 113,255   14,527   32,822  113,429  220,467  259,506  267,816   18,780   10,470

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,919)
  -2,175     -277    1,448    5,540    5,102    4,813    6,273    1,106     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      5.2     11.8     40.8     79.2     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     156       39       93       65       80      254      190                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,240
COMMITMENTS
   2,550    4,234      154    8,763    6,754   11,467   11,142    1,773    2,098

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        649)
     130      332      -23      370        5      477      314      172      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     32.0      1.2     66.2     51.0     86.6     84.2     13.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       15        4       22        5       37       23                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      304,154
COMMITMENTS
  98,709   56,791   59,376  127,576  176,308  285,661  292,475   18,493   11,679

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,670)
   2,301    1,107     -644   -1,256    1,184      401    1,647    1,269       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     18.7     19.5     41.9     58.0     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
     102       76       75       60       50      213      160                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      974,778
COMMITMENTS
 187,783  308,377  165,537  544,119  420,443  897,439  894,357   77,339   80,421

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     29,459)
  -1,968    2,470   15,649   20,813   12,464   34,494   30,583   -5,035   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     31.6     17.0     55.8     43.1     92.1     91.7      7.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      73       83       90       88       77      213      211                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      275,252
COMMITMENTS
  65,550  105,520   62,075  130,721   99,180  258,346  266,775   16,906    8,477

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     10,016)
   5,328    2,665    4,180      511    2,705   10,019    9,550       -3      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     38.3     22.6     47.5     36.0     93.9     96.9      6.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
     174      139      117      150      123      388      332                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,691
COMMITMENTS
  24,264   26,024    1,976    3,599    4,694   29,839   32,694    5,852    2,997

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,825)
   3,314    5,010      220    2,501       -9    6,035    5,221     -210      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     72.9      5.5     10.1     13.2     83.6     91.6     16.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      69       55        9        7        6       81       65                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:        9,030
COMMITMENTS
   2,801      655        0    2,501    4,504    5,302    5,159    3,728    3,871

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      1,342)
   1,413     -327        0      -14    1,724    1,399    1,397      -57      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      7.3      0.0     27.7     49.9     58.7     57.1     41.3     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0        9        6       15        8                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      269,617
COMMITMENTS
  42,994    5,149    1,299  215,238  258,374  259,531  264,822   10,086    4,795

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -3,673)
     784   -2,879       41   -5,117    2,016   -4,292     -822      619   -2,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      1.9      0.5     79.8     95.8     96.3     98.2      3.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      29       11        5       76       60      107       74                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,058,212
COMMITMENTS
 262,361   95,865   20,526  735,694  927,063  1018581  1043454   39,631   14,758

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -8,095)
  -1,377     -734      489   -6,385   -6,967   -7,273   -7,212     -822     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      9.1      1.9     69.5     87.6     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     144       41       29      163       99      317      159                  



Updated March 30, 2018