COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      237,053
COMMITMENTS
 118,994   37,553   12,650   86,226  178,776  217,870  228,979   19,183    8,074

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        730)
   1,862   -3,696   -1,422    1,167    4,662    1,607     -456     -877    1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     15.8      5.3     36.4     75.4     91.9     96.6      8.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     160       52       49       54       70      239      155                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       18,103
COMMITMENTS
   9,094    2,098      187    6,003   14,476   15,284   16,761    2,819    1,342

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,042)
  -1,672     -100       36      908     -986     -728   -1,050     -314        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     11.6      1.0     33.2     80.0     84.4     92.6     15.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      29       13        2       18       18       49       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      229,453
COMMITMENTS
  79,447   46,449   36,014  103,045  139,005  218,506  221,468   10,947    7,985

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     10,865)
   5,306    9,440       -9    5,527    3,277   10,824   12,708       41   -1,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     20.2     15.7     44.9     60.6     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      88       53       69       58       46      177      146                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      846,754
COMMITMENTS
 336,519   46,724   73,098  351,678  687,178  761,295  807,000   85,459   39,754

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     15,845)
   5,926    8,086    3,953   19,637    4,374   29,516   16,413  -13,671     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      5.5      8.6     41.5     81.2     89.9     95.3     10.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     103       35       61       79       80      207      155                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,156
COMMITMENTS
  60,199   21,617   29,749   86,052  131,300  176,000  182,666   13,156    6,490

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      4,543)
    -845    1,472    2,772    1,614      272    3,541    4,516    1,002       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     11.4     15.7     45.5     69.4     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     142       78      102      130      115      335      249                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       54,870
COMMITMENTS
  32,200   14,483    8,216    8,063   30,043   48,479   52,742    6,391    2,128

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -8,261)
  -9,051   -4,289    2,733      -10   -6,630   -6,328   -8,186   -1,933      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     26.4     15.0     14.7     54.8     88.4     96.1     11.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      74       33       13       10        9       92       51                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      328,302
COMMITMENTS
  59,049   61,196    6,414  242,946  244,498  308,409  312,108   19,893   16,194

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,751)
   2,607   -3,436      367   -1,621    4,903    1,353    1,834      398      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     18.6      2.0     74.0     74.5     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      58       41       14       98      103      161      153                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      223,450
COMMITMENTS
  38,115    6,359    3,068  174,708  209,705  215,891  219,132    7,559    4,318

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -773)
  -2,528   -2,016    1,246      228     -320   -1,054   -1,090      281      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      2.8      1.4     78.2     93.8     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      22       10        6       60       52       83       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      759,662
COMMITMENTS
 250,947   72,561    9,310  478,064  669,589  738,321  751,460   21,341    8,202

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -5,196)
     103    1,371   -1,519   -5,039   -5,579   -6,455   -5,727    1,259      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      9.6      1.2     62.9     88.1     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     106       35       19      119       81      231      129                  



Updated August 5, 2016