COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      228,356
COMMITMENTS
 102,587   33,198   14,184   94,432  174,561  211,203  221,943   17,153    6,413

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -7,107)
  -8,163   -4,788       52      948   -2,303   -7,163   -7,039       56      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     14.5      6.2     41.4     76.4     92.5     97.2      7.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     146       59       57       59       69      236      160                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,410
COMMITMENTS
   7,290    1,154      522    5,124   12,616   12,936   14,292    2,474    1,118

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,028)
    -200     -746      202     -847     -283     -845     -827     -183     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3      7.5      3.4     33.3     81.9     83.9     92.7     16.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       10        7       17       17       53       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      194,897
COMMITMENTS
  74,262   32,017   24,853   85,331  131,442  184,446  188,312   10,451    6,585

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -3,327)
   4,225   -7,374     -291   -6,732    5,134   -2,798   -2,531     -529     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     16.4     12.8     43.8     67.4     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      84       47       54       51       42      163      124                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      903,799
COMMITMENTS
 367,444   58,163   88,232  356,743  716,595  812,419  862,990   91,380   40,809

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     20,659)
  19,017    6,645    4,463   -7,218    6,880   16,262   17,988    4,397    2,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      6.4      9.8     39.5     79.3     89.9     95.5     10.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     109       35       63       76       81      207      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      164,169
COMMITMENTS
  61,307   23,013   21,193   69,927  113,438  152,427  157,644   11,742    6,525

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -8,168)
   6,070      678      138  -12,842   -8,601   -6,634   -7,785   -1,534     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     14.0     12.9     42.6     69.1     92.8     96.0      7.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     132       76       87      122      113      304      241                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,651
COMMITMENTS
  33,766   17,798    8,444    7,669   28,528   49,879   54,770    7,772    2,881

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -108)
  -2,083   -1,580      822      251       25   -1,010     -733      902      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     30.9     14.6     13.3     49.5     86.5     95.0     13.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      77       37       12        7       11       91       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      334,673
COMMITMENTS
  73,476   57,516    4,399  237,031  255,536  314,906  317,451   19,767   17,222

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      3,235)
   6,458   -2,392     -114   -3,307    4,692    3,037    2,186      198    1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     17.2      1.3     70.8     76.4     94.1     94.9      5.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      61       43       15       99      106      167      157                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      229,828
COMMITMENTS
  40,728    8,697    3,084  178,673  214,157  222,485  225,938    7,343    3,890

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        617)
   1,849       50      -68   -1,538      495      243      477      374      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.8      1.3     77.7     93.2     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      24       14        6       61       51       86       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      862,261
COMMITMENTS
 278,263   58,108   12,474  548,097  782,049  838,834  852,631   23,427    9,630

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     15,271)
  12,036   -2,939    1,779    4,415   15,044   18,230   13,884   -2,959    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      6.7      1.4     63.6     90.7     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     116       33       20      132       81      256      126                  



Updated August 26, 2016