COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      185,123
COMMITMENTS
  81,007   27,006   14,876   76,065  132,208  171,948  174,090   13,175   11,033

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      1,733)
  -4,076    6,452    4,004    3,275  -10,424    3,203       32   -1,470    1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     14.6      8.0     41.1     71.4     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     115       72       70       48       61      197      178                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,025
COMMITMENTS
   5,476    2,197      216    5,937   10,876   11,629   13,289    2,396      736

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:       -216)
    -113      208       23       -4     -338      -94     -107     -122     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     15.7      1.5     42.3     77.5     82.9     94.8     17.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27       12        7       23       11       54       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      222,486
COMMITMENTS
  80,880   21,529   44,974   84,553  149,094  210,407  215,597   12,079    6,889

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        682)
  -6,062   -2,208    4,512    2,263   -2,684      713     -380      -31    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      9.7     20.2     38.0     67.0     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
     102       45       60       50       44      179      131                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      868,697
COMMITMENTS
 250,492   60,449  102,222  430,993  662,912  783,707  825,583   84,990   43,114

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      8,739)
   4,433    6,452     -119    7,712      873   12,026    7,206   -3,287    1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      7.0     11.8     49.6     76.3     90.2     95.0      9.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      88       39       69       82       75      202      159                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,537
COMMITMENTS
  34,747   38,024   31,243   96,253   95,378  162,243  164,645   10,294    7,892

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:        173)
    -298   -7,499    4,132   -2,503    3,599    1,331      232   -1,158      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     22.0     18.1     55.8     55.3     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     122       95       87      131      105      292      257                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,475
COMMITMENTS
  53,591   12,882    1,687    9,387   58,268   64,665   72,837    9,810    1,638

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     10,057)
   6,356     -738     -239    3,214   10,673    9,331    9,696      726      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.0     17.3      2.3     12.6     78.2     86.8     97.8     13.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
     112       22       10        9        8      125       38                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      376,074
COMMITMENTS
  42,126   92,567    2,706  315,245  263,224  360,077  358,497   15,997   17,577

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     11,007)
    -541      311     -253   12,327    8,048   11,533    8,106     -526    2,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     24.6      0.7     83.8     70.0     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      39       53       10       94      100      138      158                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      172,956
COMMITMENTS
  42,915    4,374    3,001  121,585  162,302  167,501  169,677    5,455    3,279

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:      5,412)
     639   -2,326       76    5,398    8,137    6,113    5,887     -701     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      2.5      1.7     70.3     93.8     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      19       10        1       63       45       82       56                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      479,172
COMMITMENTS
 124,282   86,423   12,662  322,828  367,620  459,772  466,705   19,400   12,467

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:     27,933)
   2,608    2,577       27   24,343   22,842   26,978   25,446      955    2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     18.0      2.6     67.4     76.7     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      64       54       20      100       87      177      148                  



Updated January 8, 2016