COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      231,269
COMMITMENTS
 118,607   42,064   11,823   81,802  170,290  212,232  224,177   19,037    7,092

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     21,372)
  13,367    2,572    3,823    4,433   14,848   21,623   21,243     -251      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     18.2      5.1     35.4     73.6     91.8     96.9      8.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     167       59       54       55       71      256      159                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,949
COMMITMENTS
  10,163    2,274       32    4,753   14,366   14,948   16,672    3,001    1,277

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        -80)
     303      142       27     -512     -311     -182     -142      102       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     12.7      0.2     26.5     80.0     83.3     92.9     16.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      34       13        2       15       15       50       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      217,124
COMMITMENTS
  76,560   25,453   34,933   93,465  149,442  204,958  209,828   12,166    7,296

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,180)
  -1,965   -3,016    6,514     -864     -687    3,685    2,811     -505      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     11.7     16.1     43.0     68.8     94.4     96.6      5.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      90       45       70       58       49      185      140                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      832,463
COMMITMENTS
 332,870   35,113   70,116  338,333  693,214  741,319  798,443   91,144   34,020

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -7,951)
  -5,692   -1,014    1,578   -5,558  -12,589   -9,672  -12,025    1,721    4,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      4.2      8.4     40.6     83.3     89.1     95.9     10.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      99       31       59       79       79      201      151                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      186,943
COMMITMENTS
  64,471   21,368   28,035   81,093  130,775  173,599  180,178   13,344    6,765

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      6,422)
   1,476      782    2,882    2,388    2,223    6,746    5,887     -324      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     11.4     15.0     43.4     70.0     92.9     96.4      7.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     163       75      103      128      112      351      248                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       56,826
COMMITMENTS
  35,300   20,774    5,037    7,641   29,311   47,978   55,122    8,848    1,704

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,148)
   2,196    1,654      396      -46    2,370    2,546    4,420    1,602     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     36.6      8.9     13.4     51.6     84.4     97.0     15.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      88       25       11        9       10      104       41                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      325,500
COMMITMENTS
  48,120   65,738    7,348  252,620  237,087  308,088  310,173   17,412   15,327

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -7,237)
   5,545   -7,077      911  -13,231   -1,839   -6,775   -8,005     -462      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     20.2      2.3     77.6     72.8     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      57       44       15       99      104      161      158                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      221,895
COMMITMENTS
  41,786   10,818    1,692  170,416  205,480  213,894  217,990    8,001    3,905

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,463)
  -1,358   -1,249     -337    2,193    3,445      498    1,859      965     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      4.9      0.8     76.8     92.6     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      22       12        6       59       54       82       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      749,382
COMMITMENTS
 233,471   75,983   11,631  483,704  653,510  728,806  741,124   20,576    8,258

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     59,337)
  33,184   -5,758    1,289   25,945   65,770   60,418   61,301   -1,081   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     10.1      1.6     64.5     87.2     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     103       39       23      117       83      229      136                  



Updated July 22, 2016