COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      306,930
COMMITMENTS
 136,157   15,701   32,590  116,537  249,456  285,284  297,747   21,646    9,183

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:      9,790)
   4,131    2,069      -49    5,872    8,435    9,954   10,455     -164     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4      5.1     10.6     38.0     81.3     92.9     97.0      7.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     185       51       88       62       80      288      189                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,051
COMMITMENTS
   6,472    1,980      439    6,901   13,208   13,812   15,627    3,239    1,424

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:        765)
     699      132       23       51      486      773      641       -8      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     11.6      2.6     40.5     77.5     81.0     91.6     19.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      30       14        8       17       14       53       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      305,547
COMMITMENTS
 101,969   45,851   54,807  134,068  195,991  290,844  296,649   14,703    8,898

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:      4,320)
  -3,241   -3,603     -286    8,927    9,555    5,400    5,666   -1,080   -1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     15.0     17.9     43.9     64.1     95.2     97.1      4.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     103       70       80       54       50      206      166                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,006,973
COMMITMENTS
 249,092  260,310  165,329  514,433  514,899  928,854  940,538   78,119   66,435

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:    -25,730)
  -2,819  -37,255  -19,939    2,443   38,103  -20,315  -19,091   -5,415   -6,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     25.9     16.4     51.1     51.1     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      78       83       91       86       82      219      211                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      266,993
COMMITMENTS
  61,641   89,920   65,470  124,269  103,483  251,380  258,873   15,613    8,120

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:      1,408)
     160   -2,618    1,496      442    2,456    2,098    1,334     -690       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     33.7     24.5     46.5     38.8     94.2     97.0      5.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
     164      131      128      147      128      387      336                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       45,941
COMMITMENTS
  34,414   30,490    2,192    1,999   10,003   38,605   42,685    7,336    3,256

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:      3,876)
   4,003    2,665     -488     -319      668    3,196    2,845      680    1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     66.4      4.8      4.4     21.8     84.0     92.9     16.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      89       37       13        5        8      102       52                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       10,707
COMMITMENTS
   2,514      875        0    4,342    5,261    6,856    6,136    3,851    4,571

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:         -7)
      26     -231        0       47     -140       73     -371      -80      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      8.2      0.0     40.6     49.1     64.0     57.3     36.0     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       14        7       19        8                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      315,843
COMMITMENTS
  59,970   13,753    1,868  243,795  295,202  305,633  310,823   10,210    5,020

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:      4,000)
  -3,111    2,921      130    7,364      -90    4,383    2,961     -383    1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      4.4      0.6     77.2     93.5     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      38       16        9       83       59      122       83                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/29/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,029,204
COMMITMENTS
 248,308   83,200   20,482  725,191  906,469  993,981  1010151   35,223   19,053

CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST:    -13,679)
   2,908    1,603     -190  -12,490  -15,375   -9,772  -13,962   -3,907      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      8.1      2.0     70.5     88.1     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     134       57       33      167      107      317      181                  



Updated June 1, 2018