COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      193,281
COMMITMENTS
  79,863   44,605   20,826   80,260  113,332  180,949  178,763   12,332   14,518

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      5,934)
   1,684    5,685    2,231    1,814   -3,608    5,729    4,308      205    1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     23.1     10.8     41.5     58.6     93.6     92.5      6.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     112       86       68       56       57      200      189                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,835
COMMITMENTS
   2,771    2,673      403    7,907    8,473   11,081   11,549    1,754    1,286

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:        767)
       8      878       -8      912      -34      912      836     -145      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     20.8      3.1     61.6     66.0     86.3     90.0     13.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       14        5       26        9       46       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      236,396
COMMITMENTS
  76,882   38,196   42,512  106,355  146,695  225,749  227,403   10,647    8,993

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      9,791)
   4,571    3,539   -3,365    9,101    9,599   10,307    9,773     -516       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     16.2     18.0     45.0     62.1     95.5     96.2      4.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      97       56       77       53       47      190      153                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      884,344
COMMITMENTS
 224,652   70,033  121,616  457,093  646,359  803,361  838,008   80,983   46,336

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     15,768)
 -11,809    8,950   15,929   18,467  -14,395   22,587   10,484   -6,819    5,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.9     13.8     51.7     73.1     90.8     94.8      9.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      87       40       68       86       74      203      160                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      203,588
COMMITMENTS
  35,634   54,316   37,613  118,914  102,455  192,161  194,384   11,427    9,204

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      3,571)
    -877   -2,998    2,455    2,531    4,070    4,109    3,527     -538       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     26.7     18.5     58.4     50.3     94.4     95.5      5.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     123      123      109      134      103      312      293                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       75,839
COMMITMENTS
  54,688   10,463    1,866   10,375   62,053   66,929   74,382    8,910    1,457

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:       -367)
    -396   -1,846      190      -91    1,325     -297     -331      -70      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     13.8      2.5     13.7     81.8     88.3     98.1     11.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
     103       27       11        8        9      118       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      414,569
COMMITMENTS
  38,644   87,384    2,203  357,441  307,312  398,288  396,899   16,281   17,670

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     -8,176)
  -3,246   -9,390      154   -4,075    1,729   -7,167   -7,507   -1,009     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     21.1      0.5     86.2     74.1     96.1     95.7      3.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      36       53       11      102      112      145      169                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      196,207
COMMITMENTS
  51,814    8,440    2,649  135,279  179,529  189,742  190,618    6,465    5,589

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:      7,387)
   6,466      306     -168    1,360    6,866    7,658    7,004     -271      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      4.3      1.4     68.9     91.5     96.7     97.2      3.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      20       15        3       53       53       73       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      523,182
COMMITMENTS
 145,314  100,171    8,857  349,961  402,164  504,132  511,192   19,050   11,990

CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST:     18,978)
   7,572    1,665   -1,195   14,802   17,322   21,179   17,792   -2,201    1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     19.1      1.7     66.9     76.9     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      67       58       23       99       84      182      149                  



Updated January 29, 2016