COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      245,150
COMMITMENTS
  85,945   25,121   49,350   94,431  161,888  229,726  236,359   15,424    8,792

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      2,248)
   2,113     -893    1,868   -1,411      -44    2,569      931     -321    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     10.2     20.1     38.5     66.0     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     143       69       75       67       68      245      177                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,632
COMMITMENTS
   9,078      597    2,826    6,496   16,721   18,400   20,143    3,232    1,488

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,636)
     712       78      611      -68      979    1,256    1,668      380      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.0      2.8     13.1     30.0     77.3     85.1     93.1     14.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      41       10       11       17       17       61       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      249,524
COMMITMENTS
  67,200   27,373   55,923  115,126  159,729  238,249  243,025   11,274    6,498

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      4,482)
   4,809    2,203   -5,609    6,046    8,684    5,247    5,278     -765     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     11.0     22.4     46.1     64.0     95.5     97.4      4.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      97       51       81       55       49      198      148                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,114,957
COMMITMENTS
 345,192   21,516  235,983  434,147  821,229  1015322  1078728   99,635   36,229

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      7,571)
  -5,026      899   21,920  -13,189  -10,292    3,705   12,527    3,866   -4,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      1.9     21.2     38.9     73.7     91.1     96.8      8.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     107       34       75       89       88      225      173                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      228,420
COMMITMENTS
  57,056   17,030   58,538   99,016  144,510  214,610  220,078   13,810    8,342

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      9,590)
   1,991   -1,850    5,797      389    4,736    8,176    8,683    1,414      908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0      7.5     25.6     43.3     63.3     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     175       85      124      140      130      386      281                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,696
COMMITMENTS
  32,859   20,354    4,033    7,504   25,416   44,396   49,802    7,300    1,894

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,370)
   1,530    1,450      425      151    2,960    2,106    4,835    1,264   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.6     39.4      7.8     14.5     49.2     85.9     96.3     14.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      68       29       16        9        9       88       46                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      333,333
COMMITMENTS
  38,028   76,493    5,858  273,787  235,457  317,672  317,808   15,661   15,526

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -11,057)
  -4,416     -268      -97   -8,052   -9,169  -12,565   -9,534    1,508   -1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     22.9      1.8     82.1     70.6     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      40       51       15      105      109      156      164                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      210,437
COMMITMENTS
  43,069   11,091    1,869  159,753  193,268  204,691  206,228    5,746    4,209

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,801)
    -387    2,810     -708    5,806    1,235    4,711    3,337     -910      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      5.3      0.9     75.9     91.8     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      20       16        6       63       52       85       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      653,187
COMMITMENTS
 184,943   77,942    9,740  438,575  554,132  633,258  641,814   19,929   11,373

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      9,486)
 -10,988    2,249       95   18,822    6,454    7,929    8,798    1,557      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     11.9      1.5     67.1     84.8     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      92       47       21      112       82      216      138                  



Updated July 8, 2016