COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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  :   330,682:   121,857     15,256     58,673    131,984    245,357    312,514    319,287:    18,168     11,395
Old  :   168,016:    83,156     29,547     22,363     50,285    110,249    155,804    162,159:    12,213      5,857
Other:   162,665:    58,098      5,106     16,914     81,699    135,108    156,710    157,128:     5,955      5,538
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :    11,545:     6,082     -1,294        838      3,641     11,550     10,562     11,095:       983        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        4.6       17.7       39.9       74.2       94.5       96.6:       5.5        3.4
Old  :     100.0:      49.5       17.6       13.3       29.9       65.6       92.7       96.5:       7.3        3.5
Other:     100.0:      35.7        3.1       10.4       50.2       83.1       96.3       96.6:       3.7        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       177         47         96         72         88        284        201:
Old  :       304:       140         67         61         58         76        223        179:
Other:       218:       106         27         34         59         69        182        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       31.0       21.9       42.2       13.0       27.0       18.6       35.9
Old  :                 13.8       33.2       22.6       44.4       12.6       29.9       20.5       39.4
Other:                 18.5       31.4       29.1       45.7       18.2       27.2       26.9       39.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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  :    15,404:     2,750      2,204      1,857      8,538      9,986     13,144     14,046:     2,260      1,358
Old  :    15,197:     2,732      2,206      1,825      8,494      9,856     13,050     13,886:     2,146      1,311
Other:       208:        20          0         30         44        130         94        160:       114         47
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :        15:       966     -1,224        -35     -1,099      1,302       -168         44:       183        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       14.3       12.1       55.4       64.8       85.3       91.2:      14.7        8.8
Old  :     100.0:      18.0       14.5       12.0       55.9       64.9       85.9       91.4:      14.1        8.6
Other:     100.0:       9.4        0.0       14.6       21.2       62.6       45.3       77.3:      54.7       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        14         14         11         22         12         42         31:
Old  :        52:        13         15         11         21         12         41         31:
Other:        10:         4          0          4          4          3          8          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.7       52.4       49.3       72.1       35.7       52.0       48.7       67.8
Old  :                 36.0       52.4       49.7       72.4       36.0       52.0       49.1       67.9
Other:                 36.6       70.3       45.3       77.3       27.9       61.2       29.2       61.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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  :   381,962:   116,585     57,595    107,425    142,001    205,496    366,012    370,516:    15,950     11,446
Old  :   251,992:   106,164     65,705     65,273     68,734    112,025    240,171    243,003:    11,821      8,989
Other:   129,970:    29,096     10,565     23,477     73,268     93,471    125,841    127,513:     4,129      2,456
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :    23,522:     5,275      6,581      5,432     11,041     10,088     21,748     22,100:     1,774      1,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       15.1       28.1       37.2       53.8       95.8       97.0:       4.2        3.0
Old  :     100.0:      42.1       26.1       25.9       27.3       44.5       95.3       96.4:       4.7        3.6
Other:     100.0:      22.4        8.1       18.1       56.4       71.9       96.8       98.1:       3.2        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       117         75         86         55         52        226        172:
Old  :       264:       111         85         68         46         45        200        156:
Other:       135:        51         29         31         40         33        108         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       24.1       25.8       36.5        8.4       16.8       14.2       25.7
Old  :                 13.7       21.7       23.4       36.3       10.7       16.4       18.3       28.9
Other:                 30.0       32.8       44.8       50.6       22.9       24.4       32.2       36.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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  : 1,110,515:   227,900    327,638    251,174    550,005    449,585  1,029,079  1,028,397:    81,437     82,118
Old  : 1,110,515:   227,900    327,638    251,174    550,005    449,585  1,029,079  1,028,397:    81,437     82,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :   -23,924:    10,560     -1,648      8,644    -34,441    -24,947    -15,237    -17,952:    -8,687     -5,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       29.5       22.6       49.5       40.5       92.7       92.6:       7.3        7.4
Old  :     100.0:      20.5       29.5       22.6       49.5       40.5       92.7       92.6:       7.3        7.4
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  :       278:        79         89         95         89         78        221        219:
Old  :       278:        79         89         95         89         78        221        219:
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  :                 11.8       14.8       20.7       24.4       10.2       11.6       17.8       18.8
Old  :                 11.8       14.8       20.7       24.4       10.2       11.6       17.8       18.8
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 with Delta-adjusted Options and Futures Combined, May 01, 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  :   301,577:    57,050     93,750     82,895    146,269    115,949    286,214    292,594:    15,362      8,983
Old  :   232,014:    62,005     91,072     56,935    100,511     76,194    219,450    224,200:    12,564      7,814
Other:    69,562:    10,938     18,570     10,068     45,758     39,755     66,764     68,394:     2,798      1,168
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :     3,713:     1,265    -12,223      4,073       -800     11,895      4,539      3,745:      -825        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       31.1       27.5       48.5       38.4       94.9       97.0:       5.1        3.0
Old  :     100.0:      26.7       39.3       24.5       43.3       32.8       94.6       96.6:       5.4        3.4
Other:     100.0:      15.7       26.7       14.5       65.8       57.2       96.0       98.3:       4.0        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       192        165        170        150        128        424        394:
Old  :       521:       193        159        142        139        115        395        356:
Other:       266:        63         65         48        120         77        214        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.8       21.1       24.2        8.1       10.2       13.3       16.2
Old  :                 13.9       15.4       21.3       25.3       10.1       13.0       15.6       20.9
Other:                 18.5       24.9       28.3       37.3       11.9       18.6       17.2       28.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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  :    35,682:    24,889     26,538      1,818      2,213      5,330     28,921     33,687:     6,762      1,996
Old  :    35,682:    24,889     26,538      1,818      2,213      5,330     28,921     33,687:     6,762      1,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :     3,405:     2,866      2,773        110        518        582      3,494      3,465:       -89        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       74.4        5.1        6.2       14.9       81.1       94.4:      18.9        5.6
Old  :     100.0:      69.8       74.4        5.1        6.2       14.9       81.1       94.4:      18.9        5.6
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  :       149:        86         49         16         11          5        106         61:
Old  :       149:        86         49         16         11          5        106         61:
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  :                 28.3       44.4       37.5       64.3       26.8       43.6       36.0       63.2
Old  :                 28.3       44.4       37.5       64.3       26.8       43.6       36.0       63.2
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 with Delta-adjusted Options and Futures Combined, May 01, 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  :     9,978:       905      1,436          0      5,012      4,856      5,917      6,292:     4,061      3,686
Old  :     9,978:       905      1,436          0      5,012      4,856      5,917      6,292:     4,061      3,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :      -149:      -470        240          0        270        -11       -200        229:        51       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       14.4        0.0       50.2       48.7       59.3       63.1:      40.7       36.9
Old  :     100.0:       9.1       14.4        0.0       50.2       48.7       59.3       63.1:      40.7       36.9
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  :        22:         3          3          0         12          7         15         10:
Old  :        22:         3          3          0         12          7         15         10:
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  :                 28.3       45.0       43.0       58.8       24.8       34.3       38.3       47.8
Old  :                 28.3       45.0       43.0       58.8       24.8       34.3       38.3       47.8
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 with Delta-adjusted Options and Futures Combined, May 01, 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  :   295,495:    54,961      5,201      1,622    228,737    283,231    285,320    290,054:    10,175      5,441
Old  :   295,495:    54,961      5,201      1,622    228,737    283,231    285,320    290,054:    10,175      5,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :     5,241:     3,525     -4,751       -369      1,742      9,931      4,898      4,811:       343        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        1.8        0.5       77.4       95.8       96.6       98.2:       3.4        1.8
Old  :     100.0:      18.6        1.8        0.5       77.4       95.8       96.6       98.2:       3.4        1.8
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  :       156:        37         10          9         78         57        115         76:
Old  :       156:        37         10          9         78         57        115         76:
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  :                 27.9       47.2       42.3       67.3       25.6       46.4       38.9       66.3
Old  :                 27.9       47.2       42.3       67.3       25.6       46.4       38.9       66.3
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 with Delta-adjusted Options and Futures Combined, May 01, 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  : 1,077,695:   254,591     79,883     17,822    767,116    965,574  1,039,529  1,063,279:    38,166     14,416
Old  : 1,077,695:   254,591     79,883     17,822    767,116    965,574  1,039,529  1,063,279:    38,166     14,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2018                       :
     :   -25,264:   -13,704     -2,688       -419    -12,349    -21,609    -26,472    -24,716:     1,208       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.4        1.7       71.2       89.6       96.5       98.7:       3.5        1.3
Old  :     100.0:      23.6        7.4        1.7       71.2       89.6       96.5       98.7:       3.5        1.3
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  :       394:       139         50         31        166        102        317        171:
Old  :       394:       139         50         31        166        102        317        171:
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  :                 18.6       53.0       32.3       67.9       16.9       53.0       29.1       67.5
Old  :                 18.6       53.0       32.3       67.9       16.9       53.0       29.1       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 4, 2018