COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      209,897
COMMITMENTS
 105,240   39,492    8,000   77,369  155,442  190,609  202,934   19,288    6,963

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     25,935)
  19,309      670   -1,276    3,156   27,391   21,189   26,785    4,746     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     18.8      3.8     36.9     74.1     90.8     96.7      9.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     159       64       45       53       62      232      151                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       18,029
COMMITMENTS
   9,860    2,132        5    5,265   14,677   15,130   16,814    2,899    1,215

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        305)
     807      269      -34     -269      133      504      368     -199      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     11.8      0.0     29.2     81.4     83.9     93.3     16.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      33       13        2       16       15       51       28                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      213,944
COMMITMENTS
  78,525   28,469   28,419   94,329  150,129  201,273  207,017   12,671    6,927

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      8,872)
   1,398      272    2,655    3,226    5,288    7,279    8,215    1,593      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     13.3     13.3     44.1     70.2     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      93       41       67       55       46      183      131                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      840,414
COMMITMENTS
 338,562   36,127   68,538  343,891  705,803  750,991  810,468   89,423   29,946

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -1,676)
  -1,521     -323    6,201   -2,511   -7,229    2,169   -1,351   -3,845     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      4.3      8.2     40.9     84.0     89.4     96.4     10.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     105       28       57       80       81      208      149                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      180,521
COMMITMENTS
  62,995   20,586   25,153   78,705  128,552  166,853  174,291   13,668    6,230

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      3,955)
   4,048     -731     -332     -893    6,114    2,823    5,051    1,132   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     11.4     13.9     43.6     71.2     92.4     96.5      7.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     156       72       93      127      116      337      242                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,678
COMMITMENTS
  33,104   19,120    4,641    7,687   26,941   45,432   50,702    7,246    1,976

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,618)
     662   -1,043      650      268    1,868    1,580    1,475       38      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     36.3      8.8     14.6     51.1     86.2     96.2     13.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      69       27       12       10        9       89       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      332,737
COMMITMENTS
  42,575   72,815    6,437  265,851  238,926  314,863  318,178   17,874   14,559

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        391)
   4,547   -3,632      726   -7,280    4,109   -2,007    1,203    2,398     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     21.9      1.9     79.9     71.8     94.6     95.6      5.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      49       46       13      107      107      162      160                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      220,432
COMMITMENTS
  43,144   12,067    2,029  168,223  202,035  213,396  216,131    7,036    4,301

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      9,995)
      75      976      160    8,470    8,767    8,705    9,903    1,290       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      5.5      0.9     76.3     91.7     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       17        6       60       54       79       75                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      690,045
COMMITMENTS
 200,287   81,741   10,342  457,759  587,740  668,388  679,823   21,657   10,222

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     36,858)
  15,344    3,799      602   19,184   33,608   35,130   38,009    1,728   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     11.8      1.5     66.3     85.2     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      96       43       24      116       82      224      137                  



Updated July 15, 2016