COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      202,863
COMMITMENTS
  73,131   87,303   21,607   95,738   76,570  190,476  185,480   12,387   17,383

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     14,866)
   1,721    9,822    4,224    8,264      799   14,209   14,845      657       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     43.0     10.7     47.2     37.7     93.9     91.4      6.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      97      122       72       58       52      190      216                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,061
COMMITMENTS
   2,564    1,430        8    7,101    8,597    9,673   10,035    1,388    1,026

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -547)
      79     -114      -68     -449     -137     -438     -319     -109     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     12.9      0.1     64.2     77.7     87.5     90.7     12.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20        9        1       23       11       43       21                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      238,761
COMMITMENTS
  67,177   32,481   50,042  110,231  148,350  227,450  230,873   11,311    7,888

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      2,069)
    -120   -1,818    6,010   -4,339   -1,271    1,551    2,921      518     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     13.6     21.0     46.2     62.1     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      92       44       65       51       45      172      137                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      752,262
COMMITMENTS
 184,697   98,185   91,124  410,316  513,762  686,137  703,071   66,125   49,191

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -45,943)
 -10,376  -30,240   -4,618  -27,213   -1,232  -42,207  -36,090   -3,736   -9,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     13.1     12.1     54.5     68.3     91.2     93.5      8.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      74       42       65       78       73      183      157                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      195,239
COMMITMENTS
  36,553   53,877   37,959  108,522   95,171  183,034  187,007   12,205    8,232

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     14,118)
  -1,346    8,707    7,909    5,718   -2,619   12,281   13,997    1,837      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     27.6     19.4     55.6     48.7     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     109      130      101      138      106      301      296                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,297
COMMITMENTS
  41,571   14,786    1,278   15,004   46,037   57,853   62,101    6,444    2,196

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,961)
  -3,536     -896     -206   -1,757   -3,671   -5,499   -4,773      538     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     23.0      2.0     23.3     71.6     90.0     96.6     10.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      66       28       14       12       10       85       47                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      429,603
COMMITMENTS
  41,218  102,457    2,911  371,357  302,679  415,486  408,047   14,117   21,556

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,396)
     222    3,276      140   -5,326   -7,052   -4,964   -3,636      568     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     23.8      0.7     86.4     70.5     96.7     95.0      3.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      41       55       12       99      112      146      173                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      201,838
COMMITMENTS
  48,972    6,042    2,758  142,291  187,546  194,021  196,346    7,817    5,492

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,286)
  -2,935   -1,766      249      372       22   -2,314   -1,495    1,028      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      3.0      1.4     70.5     92.9     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      24       12        6       62       55       87       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      565,050
COMMITMENTS
 156,302  102,282    6,020  381,187  444,314  543,509  552,616   21,541   12,434

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     18,944)
   2,749   -7,974     -219    8,522   25,256   11,052   17,063    7,892    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     18.1      1.1     67.5     78.6     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      72       56       22      108       92      192      158                  



Updated March 4, 2016