COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      345,597
COMMITMENTS
 110,232   14,932   75,342  140,058  242,364  325,633  332,638   19,964   12,958

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,008)
  -2,865     -750    1,702    5,174    4,483    4,012    5,435      996     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      4.3     21.8     40.5     70.1     94.2     96.3      5.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     158       50      107       77       89      280      212                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       16,279
COMMITMENTS
   1,479    4,283    2,361   10,422    7,440   14,262   14,084    2,016    2,194

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        702)
     135      350      -20      401       12      516      341      185      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     26.3     14.5     64.0     45.7     87.6     86.5     12.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12       18       11       25       11       41       36                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      370,917
COMMITMENTS
  97,912   52,928  103,734  150,252  202,143  351,898  358,805   19,018   12,112

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      9,239)
   1,796      318    3,874    2,189    5,685    7,859    9,877    1,380     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     14.3     28.0     40.5     54.5     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     107       81       90       61       51      225      175                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:    1,091,593
COMMITMENTS
 186,496  303,919  230,025  592,796  473,519  1009317  1007463   82,276   84,130

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     32,442)
  -2,516    1,996   16,679   22,885   14,668   37,048   33,343   -4,606     -901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     27.8     21.1     54.3     43.4     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      81       83      100       92       87      226      227                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      316,408
COMMITMENTS
  58,038  104,018   89,104  150,863  114,194  298,005  307,316   18,403    9,091

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     10,760)
   3,800    2,472    5,589    1,359    2,199   10,747   10,260       13      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     32.9     28.2     47.7     36.1     94.2     97.1      5.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     200      165      170      158      137      444      400                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       35,807
COMMITMENTS
  24,284   26,019    2,050    3,600    4,731   29,935   32,800    5,873    3,007

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,780)
   3,266    4,965      236    2,501      -26    6,003    5,174     -222      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     72.7      5.7     10.1     13.2     83.6     91.6     16.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      71       55       13        7        6       83       69                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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